bullishpy 0.9.0__py3-none-any.whl → 0.10.0__py3-none-any.whl

bullish/analysis/analysis.py

@@ -116,12 +116,21 @@ TechnicalAnalysisModels = [*IndicatorModels, TechnicalAnalysisBase]
 class TechnicalAnalysis(*TechnicalAnalysisModels):  # type: ignore
 
     @classmethod
-    def from_data(cls, prices: pd.DataFrame) -> "TechnicalAnalysis":
+    def from_data(cls, prices: pd.DataFrame, ticker: Ticker) -> "TechnicalAnalysis":
+        if "close" not in prices.columns:
+            logger.warning(
+                f"Ticker {ticker.symbol} does not have valid 'close' values.",
+                exc_info=True,
+            )
+            return cls()
         try:
             res = Indicators().to_dict(prices)
             return cls(last_price=prices.close.iloc[-1], **res)
         except Exception as e:
-            logger.error(f"Failing to calculate technical analysis: {e}", exc_info=True)
+            logger.error(
+                f"Failing to calculate technical analysis for {ticker.symbol}: {e}",
+                exc_info=True,
+            )
             return cls()
 
 
@@ -426,10 +435,20 @@ class AnalysisView(BaseModel):
         Optional[str],
         Field(None, description="Full name of the company"),
     ]
+    price_per_earning_ratio: Optional[float] = None
+    last_price: Annotated[
+        Optional[float],
+        BeforeValidator(to_float),
+        Field(
+            default=None,
+        ),
+    ]
+    median_yearly_growth: Optional[float] = None
+    median_weekly_growth: Optional[float] = None
+    median_monthly_growth: Optional[float] = None
 
 
 class Analysis(AnalysisView, BaseEquity, TechnicalAnalysis, FundamentalAnalysis):  # type: ignore
-    price_per_earning_ratio: Optional[float] = None
 
     @classmethod
     def from_ticker(cls, bearish_db: BearishDbBase, ticker: Ticker) -> "Analysis":
@@ -443,7 +462,7 @@ class Analysis(AnalysisView, BaseEquity, TechnicalAnalysis, FundamentalAnalysis)
         financials = Financials.from_ticker(bearish_db, ticker)
         fundamental_analysis = FundamentalAnalysis.from_financials(financials, ticker)
         prices = Prices.from_ticker(bearish_db, ticker)
-        technical_analysis = TechnicalAnalysis.from_data(prices.to_dataframe())
+        technical_analysis = TechnicalAnalysis.from_data(prices.to_dataframe(), ticker)
         return cls.model_validate(
             equity.model_dump()
             | fundamental_analysis.model_dump()

bullish/analysis/filter.py

@@ -11,6 +11,8 @@ from bullish.analysis.analysis import (
     YearlyFundamentalAnalysis,
     QuarterlyFundamentalAnalysis,
     TechnicalAnalysisModels,
+    TechnicalAnalysis,
+    AnalysisView,
 )
 
 Industry = Literal[
@@ -455,6 +457,16 @@ def _get_fundamental_analysis_boolean_fields() -> List[str]:
     ]
 
 
+def _get_technical_analysis_float_fields() -> List[str]:
+    return [
+        name
+        for name, info in (
+            TechnicalAnalysis.model_fields | AnalysisView.model_fields
+        ).items()
+        if info.annotation == Optional[float]
+    ]
+
+
 def get_boolean_field_group(group: str) -> List[str]:
     groups = FUNDAMENTAL_ANALYSIS_GROUP.copy()
     groups.remove(group)
@@ -484,6 +496,8 @@ GROUP_MAPPING: Dict[str, List[str]] = {
     "industry_group": list(get_args(IndustryGroup)),
     "sector": list(get_args(Sector)),
     "symbol": [],
+    "order_by_asc": _get_technical_analysis_float_fields(),
+    "order_by_desc": _get_technical_analysis_float_fields(),
 }
 
 
@@ -552,11 +566,14 @@ FundamentalAnalysisFilters = _create_fundamental_analysis_models()
 
 class GeneralFilter(BaseModel):
     country: Optional[List[str]] = None
+    order_by_asc: Optional[str] = None
+    order_by_desc: Optional[str] = None
     industry: Optional[List[str]] = None
     industry_group: Optional[List[str]] = None
     sector: Optional[List[str]] = None
     symbol: Optional[List[str]] = None
     market_capitalization: Optional[List[float]] = Field(default=[5e8, 1e12])
+    price_per_earning_ratio: Optional[List[float]] = Field(default=[0.0, 1000.0])
 
 
 class FilterQuery(GeneralFilter, *TechnicalAnalysisFilters, *FundamentalAnalysisFilters):  # type: ignore
@@ -572,6 +589,8 @@ class FilterQuery(GeneralFilter, *TechnicalAnalysisFilters, *FundamentalAnalysis
     def to_query(self) -> str:
         parameters = self.model_dump(exclude_defaults=True, exclude_unset=True)
         query = []
+        order_by_desc = ""
+        order_by_asc = ""
         for parameter, value in parameters.items():
             if not value:
                 continue
@@ -582,6 +601,12 @@ class FilterQuery(GeneralFilter, *TechnicalAnalysisFilters, *FundamentalAnalysis
                 and parameter not in GeneralFilter.model_fields
             ):
                 query.append(" AND ".join([f"{v}=1" for v in value]))
+            elif (
+                isinstance(value, str) and bool(value) and parameter == "order_by_desc"
+            ):
+                order_by_desc = f"ORDER BY {value} DESC"
+            elif isinstance(value, str) and bool(value) and parameter == "order_by_asc":
+                order_by_asc = f"ORDER BY {value} ASC"
             elif (
                 isinstance(value, list)
                 and len(value) == SIZE_RANGE
@@ -604,7 +629,7 @@ class FilterQuery(GeneralFilter, *TechnicalAnalysisFilters, *FundamentalAnalysis
             else:
                 raise NotImplementedError
         query_ = " AND ".join(query)
-        return query_
+        return f"{query_} {order_by_desc.strip()} {order_by_asc.strip()}".strip()
 
 
 class FilterQueryStored(FilterQuery): ...

bullish/analysis/functions.py

@@ -1,7 +1,9 @@
+import datetime
 import logging
 from datetime import date
-from typing import Optional, Callable
+from typing import Optional, Callable, cast
 
+import numpy as np
 import pandas as pd
 import pandas_ta as ta  # type: ignore
 
@@ -19,7 +21,7 @@ def cross(
 ) -> Optional[date]:
     crossing = ta.cross(series_a=series_a, series_b=series_b, above=above)
     if not crossing[crossing == 1].index.empty:
-        return pd.Timestamp(crossing[crossing == 1].index[-1]).date()
+        return crossing[crossing == 1].last_valid_index().date()  # type: ignore
     return None
 
 
@@ -27,6 +29,15 @@ def cross_value(series: pd.Series, number: int, above: bool = True) -> Optional[
     return cross(series, pd.Series(number, index=series.index), above=above)
 
 
+def cross_value_series(
+    series_a: pd.Series, number: int, above: bool = True
+) -> pd.Series:
+    crossing = ta.cross(
+        series_a=series_a, series_b=pd.Series(number, index=series_a.index), above=above
+    )
+    return crossing  # type: ignore
+
+
 def compute_adx(data: pd.DataFrame) -> pd.DataFrame:
     results = pd.DataFrame(index=data.index)
     results["ADX_14"] = talib.ADX(data.high, data.low, close=data.close)  # type: ignore
@@ -69,12 +80,14 @@ def compute_pandas_ta_macd(data: pd.DataFrame) -> pd.DataFrame:
 def compute_rsi(data: pd.DataFrame) -> pd.DataFrame:
     results = pd.DataFrame(index=data.index)
     results["RSI"] = talib.RSI(data.close)  # type: ignore
+    results["CLOSE"] = data.close
     return results
 
 
 def compute_pandas_ta_rsi(data: pd.DataFrame) -> pd.DataFrame:
     results = pd.DataFrame(index=data.index)
     results["RSI"] = ta.rsi(data.close, length=14)
+    results["CLOSE"] = data.close
     return results
 
 
@@ -244,6 +257,12 @@ def compute_patterns(data: pd.DataFrame) -> pd.DataFrame:
     return results
 
 
+def perc(data: pd.Series) -> float:
+    if len(data) < 2 or data.iloc[0] == 0:
+        return np.nan
+    return cast(float, ((data.iloc[-1] - data.iloc[0]) / data.iloc[0]) * 100)
+
+
 def compute_price(data: pd.DataFrame) -> pd.DataFrame:
     results = pd.DataFrame(index=data.index)
     results["200_DAY_HIGH"] = data.close.rolling(window=200).max()
@@ -251,9 +270,30 @@ def compute_price(data: pd.DataFrame) -> pd.DataFrame:
     results["20_DAY_HIGH"] = data.close.rolling(window=20).max()
     results["20_DAY_LOW"] = data.close.rolling(window=20).min()
     results["LAST_PRICE"] = data.close
+    results["WEEKLY_GROWTH"] = data.close.resample("W").transform(perc)  # type: ignore
+    results["MONTHLY_GROWTH"] = data.close.resample("ME").transform(perc)  # type: ignore
+    results["YEARLY_GROWTH"] = data.close.resample("YE").transform(perc)  # type: ignore
     return results
 
 
+def compute_percentile_return_after_rsi_crossover(
+    data: pd.DataFrame, rsi_threshold: int = 45, period: int = 90
+) -> float:
+    data_ = cross_value_series(data.RSI, rsi_threshold)
+    values = []
+    for crossing_date in data_[data_ == 1].index:
+        data_crossed = data[
+            (data.index >= crossing_date)
+            & (data.index <= crossing_date + datetime.timedelta(days=period))
+        ]
+        v = (
+            data_crossed.CLOSE.pct_change(periods=len(data_crossed.CLOSE) - 1).iloc[-1]
+            * 100
+        )
+        values.append(v)
+    return float(np.percentile(values, 30))
+
+
 class IndicatorFunction(BaseModel):
     expected_columns: list[str]
     functions: list[Callable[[pd.DataFrame], pd.DataFrame]]
@@ -265,7 +305,7 @@ class IndicatorFunction(BaseModel):
                 data_ = function(data)
                 break
             except Exception as e:
-                logger.warning(f"Fail to compute function {function.__name__}: {e}")
+                logger.error(f"Fail to compute function {function.__name__}: {e}")
         if data_ is None:
             raise ValueError("No data returned from indicator functions.")
         if not set(self.expected_columns).issubset(set(data_.columns)):
@@ -347,6 +387,9 @@ PRICE = IndicatorFunction(
         "20_DAY_HIGH",
         "20_DAY_LOW",
         "LAST_PRICE",
+        "WEEKLY_GROWTH",
+        "MONTHLY_GROWTH",
+        "YEARLY_GROWTH",
     ],
     functions=[compute_price],
 )

bullish/analysis/indicators.py

@@ -1,10 +1,10 @@
 import logging
 from datetime import date
-from typing import Optional, List, Callable, Any, Literal, Dict, Union, Self
+from typing import Optional, List, Callable, Any, Literal, Dict, Union
 
 import numpy as np
 import pandas as pd
-from pydantic import BaseModel, Field, PrivateAttr, create_model, model_validator
+from pydantic import BaseModel, Field, PrivateAttr, create_model
 
 from bullish.analysis.functions import (
     cross,
@@ -19,6 +19,7 @@ from bullish.analysis.functions import (
     SMA,
     ADOSC,
     PRICE,
+    compute_percentile_return_after_rsi_crossover,
 )
 
 logger = logging.getLogger(__name__)
@@ -49,14 +50,6 @@ class Signal(BaseModel):
         else:
             self.value = self.function(data)  # type: ignore
 
-    @model_validator(mode="after")
-    def _validate(self) -> Self:
-        if self.type == Optional[float] and self.range is None:
-            raise ValueError(
-                "Range must be defined for signals of type Optional[float]"
-            )
-        return self
-
 
 class Indicator(BaseModel):
     name: str
@@ -100,7 +93,7 @@ def indicators_factory() -> List[Indicator]:
                     type=Optional[date],
                     function=lambda d: d[
                         (d.ADX_14 > 20) & (d.PLUS_DI > d.MINUS_DI)
-                    ].index[-1],
+                    ].last_valid_index(),
                 ),
                 Signal(
                     name="ADX_14_SHORT",
@@ -109,7 +102,7 @@ def indicators_factory() -> List[Indicator]:
                     type=Optional[date],
                     function=lambda d: d[
                         (d.ADX_14 > 20) & (d.MINUS_DI > d.PLUS_DI)
-                    ].index[-1],
+                    ].last_valid_index(),
                 ),
             ],
         ),
@@ -156,16 +149,30 @@ def indicators_factory() -> List[Indicator]:
         Indicator(
             name="RSI",
             description="Relative Strength Index",
-            expected_columns=["RSI"],
+            expected_columns=RSI.expected_columns,
             function=RSI.call,
             signals=[
                 Signal(
-                    name="RSI_BULLISH_CROSSOVER",
+                    name="RSI_BULLISH_CROSSOVER_30",
                     description="RSI Bullish Crossover",
                     type_info="Long",
                     type=Optional[date],
                     function=lambda d: cross_value(d.RSI, 30),
                 ),
+                Signal(
+                    name="RSI_BULLISH_CROSSOVER_40",
+                    description="RSI Bullish Crossover 40",
+                    type_info="Long",
+                    type=Optional[date],
+                    function=lambda d: cross_value(d.RSI, 40),
+                ),
+                Signal(
+                    name="RSI_BULLISH_CROSSOVER_45",
+                    description="RSI Bullish Crossover 45",
+                    type_info="Long",
+                    type=Optional[date],
+                    function=lambda d: cross_value(d.RSI, 45),
+                ),
                 Signal(
                     name="RSI_BEARISH_CROSSOVER",
                     description="RSI Bearish Crossover",
@@ -178,21 +185,32 @@ def indicators_factory() -> List[Indicator]:
                     description="RSI Oversold Signal",
                     type_info="Oversold",
                     type=Optional[date],
-                    function=lambda d: d[(d.RSI < 30) & (d.RSI > 0)].index[-1],
+                    function=lambda d: d[(d.RSI < 30) & (d.RSI > 0)].last_valid_index(),
                 ),
                 Signal(
                     name="RSI_OVERBOUGHT",
                     description="RSI Overbought Signal",
                     type_info="Overbought",
                     type=Optional[date],
-                    function=lambda d: d[(d.RSI < 100) & (d.RSI > 70)].index[-1],
+                    function=lambda d: d[
+                        (d.RSI < 100) & (d.RSI > 70)
+                    ].last_valid_index(),
                 ),
                 Signal(
                     name="RSI_NEUTRAL",
                     description="RSI Neutral Signal",
                     type_info="Overbought",
                     type=Optional[date],
-                    function=lambda d: d[(d.RSI < 60) & (d.RSI > 40)].index[-1],
+                    function=lambda d: d[
+                        (d.RSI < 60) & (d.RSI > 40)
+                    ].last_valid_index(),
+                ),
+                Signal(
+                    name="RETURN_AFTER_RSI_CROSSOVER_45_PERIOD_90",
+                    description="Percentile 30 return after RSI crossover 45 in the next 90 days",
+                    type_info="Long",
+                    type=Optional[float],
+                    function=lambda d: compute_percentile_return_after_rsi_crossover(d),
                 ),
             ],
         ),
@@ -207,14 +225,18 @@ def indicators_factory() -> List[Indicator]:
                     description="Stoch Oversold Signal",
                     type_info="Oversold",
                     type=Optional[date],
-                    function=lambda d: d[(d.SLOW_K < 20) & (d.SLOW_K > 0)].index[-1],
+                    function=lambda d: d[
+                        (d.SLOW_K < 20) & (d.SLOW_K > 0)
+                    ].last_valid_index(),
                 ),
                 Signal(
                     name="STOCH_OVERBOUGHT",
                     description="Stoch Overbought Signal",
                     type_info="Overbought",
                     type=Optional[date],
-                    function=lambda d: d[(d.SLOW_K < 100) & (d.SLOW_K > 80)].index[-1],
+                    function=lambda d: d[
+                        (d.SLOW_K < 100) & (d.SLOW_K > 80)
+                    ].last_valid_index(),
                 ),
             ],
         ),
@@ -229,14 +251,14 @@ def indicators_factory() -> List[Indicator]:
                     description="MFI Oversold Signal",
                     type_info="Oversold",
                     type=Optional[date],
-                    function=lambda d: d[(d.MFI < 20)].index[-1],
+                    function=lambda d: d[(d.MFI < 20)].last_valid_index(),
                 ),
                 Signal(
                     name="MFI_OVERBOUGHT",
                     description="MFI Overbought Signal",
                     type_info="Overbought",
                     type=Optional[date],
-                    function=lambda d: d[(d.MFI > 80)].index[-1],
+                    function=lambda d: d[(d.MFI > 80)].last_valid_index(),
                 ),
             ],
         ),
@@ -273,18 +295,39 @@ def indicators_factory() -> List[Indicator]:
                     description="Current price is lower than the 200-day high",
                     type_info="Oversold",
                     type=Optional[date],
-                    function=lambda d: d[0.6 * d["200_DAY_HIGH"] > d.LAST_PRICE].index[
-                        -1
-                    ],
+                    function=lambda d: d[
+                        0.6 * d["200_DAY_HIGH"] > d.LAST_PRICE
+                    ].last_valid_index(),
                 ),
                 Signal(
                     name="LOWER_THAN_20_DAY_HIGH",
                     description="Current price is lower than the 20-day high",
                     type_info="Oversold",
                     type=Optional[date],
-                    function=lambda d: d[0.6 * d["20_DAY_HIGH"] > d.LAST_PRICE].index[
-                        -1
-                    ],
+                    function=lambda d: d[
+                        0.6 * d["20_DAY_HIGH"] > d.LAST_PRICE
+                    ].last_valid_index(),
+                ),
+                Signal(
+                    name="MEDIAN_WEEKLY_GROWTH",
+                    description="Median weekly growth",
+                    type_info="Oversold",
+                    type=Optional[float],
+                    function=lambda d: np.median(d.WEEKLY_GROWTH.unique()),
+                ),
+                Signal(
+                    name="MEDIAN_MONTHLY_GROWTH",
+                    description="Median monthly growth",
+                    type_info="Oversold",
+                    type=Optional[float],
+                    function=lambda d: np.median(d.MONTHLY_GROWTH.unique()),
+                ),
+                Signal(
+                    name="MEDIAN_YEARLY_GROWTH",
+                    description="Median yearly growth",
+                    type_info="Oversold",
+                    type=Optional[float],
+                    function=lambda d: np.median(d.YEARLY_GROWTH.unique()),
                 ),
             ],
         ),
@@ -299,7 +342,6 @@ def indicators_factory() -> List[Indicator]:
                     type_info="Value",
                     description="Median daily Rate of Change of the last 30 days",
                     type=Optional[float],
-                    range=[-100, 100],
                     function=lambda d: np.median(d.ROC_1.tolist()[-30:]),
                 ),
                 Signal(
@@ -307,7 +349,6 @@ def indicators_factory() -> List[Indicator]:
                     type_info="Value",
                     description="Median weekly Rate of Change of the last 4 weeks",
                     type=Optional[float],
-                    range=[-100, 100],
                     function=lambda d: np.median(d.ROC_7.tolist()[-4:]),
                 ),
                 Signal(
@@ -315,7 +356,6 @@ def indicators_factory() -> List[Indicator]:
                     type_info="Value",
                     description="Median weekly Rate of Change of the last 12 weeks",
                     type=Optional[float],
-                    range=[-100, 100],
                     function=lambda d: np.median(d.ROC_7.tolist()[-12:]),
                 ),
                 Signal(
@@ -323,7 +363,6 @@ def indicators_factory() -> List[Indicator]:
                     type_info="Value",
                     description="Median monthly Rate of Change of the last 12 Months",
                     type=Optional[float],
-                    range=[-100, 100],
                     function=lambda d: np.median(d.ROC_30.tolist()[-12:]),
                 ),
                 Signal(
@@ -331,7 +370,6 @@ def indicators_factory() -> List[Indicator]:
                     type_info="Value",
                     description="30-day Rate of Change",
                     type=Optional[float],
-                    range=[-100, 100],
                     function=lambda d: d.ROC_30.tolist()[-1],
                 ),
                 Signal(
@@ -339,7 +377,6 @@ def indicators_factory() -> List[Indicator]:
                     type_info="Value",
                     description="7-day Rate of Change",
                     type=Optional[float],
-                    range=[-100, 100],
                     function=lambda d: d.ROC_7.tolist()[-1],
                 ),
             ],
@@ -362,9 +399,9 @@ def indicators_factory() -> List[Indicator]:
                     type_info="Oversold",
                     description="20-day breakout confirmed by positive ADOSC",
                     type=Optional[date],
-                    function=lambda d: d[(d.ADOSC_SIGNAL == True)].index[  # noqa: E712
-                        -1
-                    ],
+                    function=lambda d: d[
+                        (d.ADOSC_SIGNAL == True)  # noqa: E712
+                    ].last_valid_index(),
                 ),
             ],
         ),
@@ -387,49 +424,53 @@ def indicators_factory() -> List[Indicator]:
                     type_info="Long",
                     description="Morning Star Candlestick Pattern",
                     type=Optional[date],
-                    function=lambda d: d[(d.CDLMORNINGSTAR == 100)].index[-1],
+                    function=lambda d: d[(d.CDLMORNINGSTAR == 100)].last_valid_index(),
                 ),
                 Signal(
                     name="CDL3LINESTRIKE",
                     description="3 Line Strike Candlestick Pattern",
                     type_info="Long",
                     type=Optional[date],
-                    function=lambda d: d[(d.CDL3LINESTRIKE == 100)].index[-1],
+                    function=lambda d: d[(d.CDL3LINESTRIKE == 100)].last_valid_index(),
                 ),
                 Signal(
                     name="CDL3WHITESOLDIERS",
                     description="3 White Soldiers Candlestick Pattern",
                     type_info="Long",
                     type=Optional[date],
-                    function=lambda d: d[(d.CDL3WHITESOLDIERS == 100)].index[-1],
+                    function=lambda d: d[
+                        (d.CDL3WHITESOLDIERS == 100)
+                    ].last_valid_index(),
                 ),
                 Signal(
                     name="CDLABANDONEDBABY",
                     description="Abandoned Baby Candlestick Pattern",
                     type_info="Long",
                     type=Optional[date],
-                    function=lambda d: d[(d.CDLABANDONEDBABY == 100)].index[-1],
+                    function=lambda d: d[
+                        (d.CDLABANDONEDBABY == 100)
+                    ].last_valid_index(),
                 ),
                 Signal(
                     name="CDLTASUKIGAP",
                     description="Tasukigap Candlestick Pattern",
                     type_info="Long",
                     type=Optional[date],
-                    function=lambda d: d[(d.CDLTASUKIGAP == 100)].index[-1],
+                    function=lambda d: d[(d.CDLTASUKIGAP == 100)].last_valid_index(),
                 ),
                 Signal(
                     name="CDLPIERCING",
                     description="Piercing Candlestick Pattern",
                     type_info="Long",
                     type=Optional[date],
-                    function=lambda d: d[(d.CDLPIERCING == 100)].index[-1],
+                    function=lambda d: d[(d.CDLPIERCING == 100)].last_valid_index(),
                 ),
                 Signal(
                     name="CDLENGULFING",
                     description="Engulfing Candlestick Pattern",
                     type_info="Long",
                     type=Optional[date],
-                    function=lambda d: d[(d.CDLENGULFING == 100)].index[-1],
+                    function=lambda d: d[(d.CDLENGULFING == 100)].last_valid_index(),
                 ),
             ],
         ),
@@ -441,7 +482,11 @@ class Indicators(BaseModel):
 
     def compute(self, data: pd.DataFrame) -> None:
         for indicator in self.indicators:
-            indicator.compute(data)
+            try:
+                indicator.compute(data)
+            except Exception as e:
+                logger.error(f"Failed to compute indicator {indicator.name}: {e}")
+                continue
             logger.info(
                 f"Computed {indicator.name} with {len(indicator.signals)} signals"
             )

bullish/analysis/predefined_filters.py

@@ -4,6 +4,11 @@ from typing import Dict, Any, Optional
 from bullish.analysis.filter import FilterQuery
 from pydantic import BaseModel, Field
 
+DATE_THRESHOLD = [
+    datetime.date.today() - datetime.timedelta(days=10),
+    datetime.date.today(),
+]
+
 
 class NamedFilterQuery(FilterQuery):
     name: str
@@ -35,6 +40,7 @@ STRONG_FUNDAMENTALS = NamedFilterQuery(
         "positive_debt_to_equity",
     ],
     market_capitalization=[1e10, 1e12],  # 1 billion to 1 trillion
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
 )
 
 GOOD_FUNDAMENTALS = NamedFilterQuery(
@@ -51,20 +57,33 @@ GOOD_FUNDAMENTALS = NamedFilterQuery(
         "positive_debt_to_equity",
     ],
     market_capitalization=[1e10, 1e12],  # 1 billion to 1 trillion
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
+)
+
+
+SHOOTING_STARS = NamedFilterQuery(
+    name="Shooting stars",
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    market_capitalization=[1e9, 1e12],  # 1 billion to 1 trillion
+    order_by_desc="median_yearly_growth",
+    order_by_asc="last_price",
 )
 
+RSI_CROSSOVER = NamedFilterQuery(
+    name="RSI cross-over",
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    return_after_rsi_crossover_45_period_90=[0.0, 100],
+    rsi_bullish_crossover_45=DATE_THRESHOLD,
+    market_capitalization=[1e9, 1e12],  # 1 billion to 1 trillion
+    order_by_desc="market_capitalization",
+)
 MICRO_CAP_EVENT_SPECULATION = NamedFilterQuery(
     name="Micro-Cap Event Speculation",
     description="seeks tiny names where unusual volume and price gaps hint at "
     "pending corporate events (patent win, FDA news, buy-out rumors).",
-    positive_adosc_20_day_breakout=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
-    cdltasukigap=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    positive_adosc_20_day_breakout=DATE_THRESHOLD,
     rate_of_change_30=[20, 100],  # 10% to 50% in the last 30 days
     market_capitalization=[0, 5e8],
 )
@@ -78,19 +97,10 @@ MOMENTUM_BREAKOUT_HUNTER = NamedFilterQuery(
         "positive_net_income",
     ],
     cash_flow=["positive_free_cash_flow"],
-    golden_cross=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
-    adx_14_long=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    golden_cross=DATE_THRESHOLD,
+    adx_14_long=DATE_THRESHOLD,
     rate_of_change_30=[0, 100],
-    rsi_neutral=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    rsi_neutral=DATE_THRESHOLD,
 )
 
 DEEP_VALUE_PLUS_CATALYST = NamedFilterQuery(
@@ -101,29 +111,79 @@ DEEP_VALUE_PLUS_CATALYST = NamedFilterQuery(
         "positive_operating_income",
         "positive_net_income",
     ],
-    lower_than_200_day_high=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    lower_than_200_day_high=DATE_THRESHOLD,
     rate_of_change_30=[3, 100],
-    rsi_bullish_crossover=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
 )
 END_OF_TREND_REVERSAL = NamedFilterQuery(
     name="End of trend reversal",
     description="Layers long-term MA breach with momentum exhaustion and a "
     "bullish candle—classic setup for mean-reversion traders.",
-    death_cross=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
+    death_cross=DATE_THRESHOLD,
+    rsi_oversold=DATE_THRESHOLD,
+    candlesticks=["cdlmorningstart", "cdlabandonedbaby", "cdl3whitesoldiers"],
+)
+
+HIGH_QUALITY_CASH_GENERATOR = NamedFilterQuery(
+    name="High Quality Cash Generator",
+    description="This quartet isolates companies that are profitable, cash-rich, and disciplined with leverage. "
+    "Ideal first pass for “quality” or “compounder” "
+    "portfolios where downside protection matters as much as upside.",
+    income=[
+        "positive_net_income",
     ],
-    rsi_oversold=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
+    cash_flow=["positive_free_cash_flow"],
+    properties=[
+        "operating_cash_flow_is_higher_than_net_income",
+        "positive_return_on_equity",
+        "positive_return_on_assets",
+        "positive_debt_to_equity",
     ],
-    candlesticks=["cdlmorningstart", "cdlabandonedbaby", "cdl3whitesoldiers"],
+)
+
+EARNINGS_ACCELERATION_TREND_CONFIRMATION = NamedFilterQuery(
+    name="Earnings Acceleration Trend Confirmation",
+    description="Pairs fundamental acceleration with momentum confirmation. Research shows this “double positive” "
+    "outperforms simple momentum because it filters out purely sentiment-driven rallies.",
+    income=[
+        "growing_operating_income",
+        "positive_net_income",
+    ],
+    eps=["growing_basic_eps"],
+    golden_cross=DATE_THRESHOLD,
+    macd_12_26_9_bullish_crossover=DATE_THRESHOLD,
+    adx_14_long=DATE_THRESHOLD,
+)
+DIVIDEND_GROWTH_COMPOUNDER = NamedFilterQuery(
+    name="Dividend-Growth Compounders",
+    description="Separates true dividend growers from high-yield traps. "
+    "Critical for income portfolios that need both yield and growth to beat inflation.",
+    mean_dividend_payout_ratio=[0, 0.6],  # 0% to 60% payout ratio
+    cash_flow=[
+        "positive_free_cash_flow",
+        "quarterly_positive_free_cash_flow",
+        "growing_operating_cash_flow",
+    ],
+    properties=["quarterly_positive_return_on_equity"],
+)
+
+BREAK_OUT_MOMENTUM = NamedFilterQuery(
+    name="Break-out Momentum",
+    description="Combines price, volume, and pattern confirmation. Great for tactical traders seeking "
+    "quick continuation moves with statistically higher follow-through.",
+    adosc_crosses_above_0=DATE_THRESHOLD,
+    positive_adosc_20_day_breakout=DATE_THRESHOLD,
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
+)
+
+OVERSOLD_MEAN_REVERSION = NamedFilterQuery(
+    name="Oversold Mean Reversion",
+    description="Gives contrarian traders a high-probability bounce setup by "
+    "stacking three different oversold measures plus a reversal pattern.",
+    rsi_oversold=DATE_THRESHOLD,
+    stoch_oversold=DATE_THRESHOLD,
+    mfi_oversold=DATE_THRESHOLD,
+    lower_than_200_day_high=DATE_THRESHOLD,
 )
 
 
@@ -135,6 +195,13 @@ def predefined_filters() -> list[NamedFilterQuery]:
         MOMENTUM_BREAKOUT_HUNTER,
         DEEP_VALUE_PLUS_CATALYST,
         END_OF_TREND_REVERSAL,
+        HIGH_QUALITY_CASH_GENERATOR,
+        EARNINGS_ACCELERATION_TREND_CONFIRMATION,
+        DIVIDEND_GROWTH_COMPOUNDER,
+        BREAK_OUT_MOMENTUM,
+        OVERSOLD_MEAN_REVERSION,
+        SHOOTING_STARS,
+        RSI_CROSSOVER,
     ]
 
 

bullish/app/app.py

@@ -24,7 +24,6 @@ from bullish.analysis.filter import (
     GeneralFilter,
     TechnicalAnalysisFilters,
 )
-from bullish.jobs.models import JobTracker
 from bullish.jobs.tasks import update, news, analysis
 from pydantic import BaseModel
 
@@ -85,8 +84,9 @@ def on_table_select() -> None:
     query = AssetQuery(symbols=Symbols(equities=[Ticker(symbol=symbol)]))
     prices = db.read_series(query, months=24)
     data = Prices(prices=prices).to_dataframe()
+    dates = db.read_dates(symbol)
 
-    fig = plot(data, symbol)
+    fig = plot(data, symbol, dates=dates)
 
     st.session_state.ticker_figure = fig
 
@@ -145,6 +145,13 @@ def build_filter(model: Type[BaseModel], data: Dict[str, Any]) -> Dict[str, Any]
                 default=default,
                 key=hash((model.__name__, field)),
             )
+        elif info.annotation == Optional[str]:  # type: ignore
+            data[field] = st.selectbox(
+                name,
+                ["", *groups_mapping()[field]],
+                index=0 if not default else groups_mapping()[field].index(default),
+                key=hash((model.__name__, field)),
+            )
 
         else:
             ge = next(
@@ -166,7 +173,6 @@ def build_filter(model: Type[BaseModel], data: Dict[str, Any]) -> Dict[str, Any]
 @st.dialog("⏳  Jobs", width="large")
 def jobs() -> None:
     with st.expander("Update data"):
-        bearish_db_ = bearish_db(st.session_state.database_path)
         update_query = sp.pydantic_form(key="update", model=FilterUpdate)
         if (
             update_query
@@ -174,19 +180,20 @@ def jobs() -> None:
             and not st.session_state.data.empty
         ):
             symbols = st.session_state.data["symbol"].unique().tolist()
-            res = update(
+            update(
                 database_path=st.session_state.database_path,
+                job_type="Update data",
                 symbols=symbols,
                 update_query=update_query,
             )  # enqueue & get result-handle
-            bearish_db_.write_job_tracker(
-                JobTracker(job_id=str(res.id), type="Update data")
-            )
+
             st.success("Data update job has been enqueued.")
             st.rerun()
     with st.expander("Update analysis"):
         if st.button("Update analysis"):
-            analysis(st.session_state.database_path)
+            analysis(st.session_state.database_path, job_type="Update analysis")
+            st.success("Data update job has been enqueued.")
+            st.rerun()
 
 
 @st.dialog("📥  Load", width="large")
@@ -284,14 +291,12 @@ def save_filtered_results(bearish_db_: BullishDb) -> None:
             )
 
             bearish_db_.write_filtered_results(filtered_results)
-            res = news(
+            news(
                 database_path=st.session_state.database_path,
+                job_type="Fetching news",
                 symbols=symbols,
                 headless=headless,
             )
-            bearish_db_.write_job_tracker(
-                JobTracker(job_id=str(res.id), type="Fetching news")
-            )
             st.session_state.filter_query = None
             st.session_state.query = None
             st.rerun()

bullish/cli.py

@@ -1,4 +1,6 @@
 from __future__ import annotations
+
+import os
 import subprocess
 import signal
 import sys
@@ -57,6 +59,7 @@ def serve(
                     host,
                     "--server.port",
                     str(port),
+                    os.devnull,
                 ]
             )
         )

bullish/database/alembic/versions/17e51420e7ad_.py

@@ -0,0 +1,85 @@
+"""
+
+Revision ID: 17e51420e7ad
+Revises: d663166c531d
+Create Date: 2025-07-10 17:35:02.376675
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+
+# revision identifiers, used by Alembic.
+revision: str = "17e51420e7ad"
+down_revision: Union[str, None] = "d663166c531d"
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.add_column(
+            sa.Column("rsi_bullish_crossover_30", sa.Date(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column("rsi_bullish_crossover_40", sa.Date(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column("rsi_bullish_crossover_45", sa.Date(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column(
+                "return_after_rsi_crossover_45_period_90", sa.Float(), nullable=True
+            )
+        )
+        batch_op.drop_index(batch_op.f("ix_analysis_rsi_bullish_crossover"))
+        batch_op.create_index(
+            "ix_analysis_return_after_rsi_crossover_45_period_90",
+            ["return_after_rsi_crossover_45_period_90"],
+            unique=False,
+        )
+        batch_op.create_index(
+            "ix_analysis_rsi_bullish_crossover_30",
+            ["rsi_bullish_crossover_30"],
+            unique=False,
+        )
+        batch_op.create_index(
+            "ix_analysis_rsi_bullish_crossover_40",
+            ["rsi_bullish_crossover_40"],
+            unique=False,
+        )
+        batch_op.create_index(
+            "ix_analysis_rsi_bullish_crossover_45",
+            ["rsi_bullish_crossover_45"],
+            unique=False,
+        )
+        batch_op.drop_column("rsi_bullish_crossover")
+
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.add_column(
+            sa.Column("rsi_bullish_crossover", sa.DATE(), nullable=True)
+        )
+        batch_op.drop_index("ix_analysis_rsi_bullish_crossover_45")
+        batch_op.drop_index("ix_analysis_rsi_bullish_crossover_40")
+        batch_op.drop_index("ix_analysis_rsi_bullish_crossover_30")
+        batch_op.drop_index("ix_analysis_return_after_rsi_crossover_45_period_90")
+        batch_op.create_index(
+            batch_op.f("ix_analysis_rsi_bullish_crossover"),
+            ["rsi_bullish_crossover"],
+            unique=False,
+        )
+        batch_op.drop_column("return_after_rsi_crossover_45_period_90")
+        batch_op.drop_column("rsi_bullish_crossover_45")
+        batch_op.drop_column("rsi_bullish_crossover_40")
+        batch_op.drop_column("rsi_bullish_crossover_30")
+
+    # ### end Alembic commands ###

bullish/database/alembic/versions/d663166c531d_.py

@@ -0,0 +1,56 @@
+"""
+
+Revision ID: d663166c531d
+Revises: fc191121f522
+Create Date: 2025-07-09 17:44:25.728075
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+
+# revision identifiers, used by Alembic.
+revision: str = "d663166c531d"
+down_revision: Union[str, None] = "fc191121f522"
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.add_column(
+            sa.Column("median_weekly_growth", sa.Float(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column("median_monthly_growth", sa.Float(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column("median_yearly_growth", sa.Float(), nullable=True)
+        )
+        batch_op.create_index(
+            "ix_analysis_median_monthly_growth", ["median_monthly_growth"], unique=False
+        )
+        batch_op.create_index(
+            "ix_analysis_median_weekly_growth", ["median_weekly_growth"], unique=False
+        )
+        batch_op.create_index(
+            "ix_analysis_median_yearly_growth", ["median_yearly_growth"], unique=False
+        )
+
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.drop_index("ix_analysis_median_yearly_growth")
+        batch_op.drop_index("ix_analysis_median_weekly_growth")
+        batch_op.drop_index("ix_analysis_median_monthly_growth")
+        batch_op.drop_column("median_yearly_growth")
+        batch_op.drop_column("median_monthly_growth")
+        batch_op.drop_column("median_weekly_growth")
+    # ### end Alembic commands ###

bullish/database/crud.py

@@ -1,12 +1,15 @@
 import json
 import logging
+from datetime import date
 from functools import cached_property
 from pathlib import Path
+from sqlite3 import OperationalError
 from typing import TYPE_CHECKING, Any, List, Optional
 
 import pandas as pd
 from bearish.database.crud import BearishDb  # type: ignore
 from bearish.models.base import Ticker  # type: ignore
+from bearish.database.schemas import EarningsDateORM  # type: ignore
 from pydantic import ConfigDict
 from sqlalchemy import Engine, create_engine, insert, delete, update
 from sqlmodel import Session, select
@@ -40,7 +43,14 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
         if not self.valid():
             raise DatabaseFileNotFoundError("Database file not found.")
         database_url = f"sqlite:///{Path(self.database_path)}"
-        upgrade(self.database_path)
+        try:
+            upgrade(self.database_path)
+        except OperationalError as e:
+            logger.warning(
+                f"Failed to upgrade the database at {self.database_path}. "
+                f"Reason: {e}"
+                "Skipping upgrade. "
+            )
         engine = create_engine(database_url)
         return engine
 
@@ -101,6 +111,14 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
             session.exec(stmt)  # type: ignore
             session.commit()
 
+    def read_job_tracker(self, task_id: str) -> Optional[JobTracker]:
+        stmt = select(JobTrackerORM).where(JobTrackerORM.job_id == task_id)
+        with Session(self._engine) as session:
+            result = session.execute(stmt).scalar_one_or_none()
+            if result:
+                return JobTracker.model_validate(result.model_dump())
+            return None
+
     def delete_job_trackers(self, job_ids: List[str]) -> None:
         with Session(self._engine) as session:
             stmt = delete(JobTrackerORM).where(JobTrackerORM.job_id.in_(job_ids))  # type: ignore
@@ -156,3 +174,12 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
             )
             session.exec(stmt)  # type: ignore
             session.commit()
+
+    def read_dates(self, symbol: str) -> List[date]:
+        with Session(self._engine) as session:
+            return [
+                r.date()
+                for r in session.exec(
+                    select(EarningsDateORM.date).where(EarningsDateORM.symbol == symbol)
+                )
+            ]

bullish/figures/figures.py

@@ -1,17 +1,19 @@
-from typing import Optional
+import datetime
+from typing import Optional, List
 
 import pandas as pd
 import plotly.graph_objects as go
 from plotly.subplots import make_subplots
 
 from bullish.analysis.functions import add_indicators
+from datetime import date
 
 
 def plot(
     data: pd.DataFrame,
     symbol: str,
     name: Optional[str] = None,
-    dates: Optional[pd.Series] = None,
+    dates: Optional[List[date]] = None,
 ) -> go.Figure:
     data = add_indicators(data)
     fig = make_subplots(
@@ -125,10 +127,21 @@ def plot(
         row=7,
         col=1,
     )
-    if dates is not None and not dates.empty:
+    if dates is not None and dates:
         for date in dates:
+            if (
+                data.first_valid_index().date() > date  # type: ignore
+                or data.last_valid_index().date() + datetime.timedelta(days=31 * 3)  # type: ignore
+                < date
+            ):
+                continue
             fig.add_vline(
-                x=date, line_dash="dashdot", line_color="MediumPurple", line_width=3
+                x=date,
+                line_dash="dashdot",
+                line_color="MediumPurple",
+                line_width=1,
+                row=1,
+                col=1,
             )
 
     # Layout tweaks

bullish/interface/interface.py

@@ -1,5 +1,6 @@
 import abc
 import logging
+from datetime import date
 from typing import List, Optional
 
 import pandas as pd
@@ -83,3 +84,9 @@ class BullishDbBase(BearishDbBase):  # type: ignore
 
     @abc.abstractmethod
     def read_symbols(self) -> List[str]: ...
+
+    @abc.abstractmethod
+    def read_job_tracker(self, task_id: str) -> Optional[JobTracker]: ...
+
+    @abc.abstractmethod
+    def read_dates(self, symbol: str) -> List[date]: ...

bullish/jobs/tasks.py

@@ -10,7 +10,7 @@ from .app import huey
 from pathlib import Path
 from huey.api import Task  # type: ignore
 
-from .models import JobTrackerStatus
+from .models import JobTrackerStatus, JobTracker, JobType
 from ..analysis.analysis import run_analysis
 from ..database.crud import BullishDb
 from bullish.analysis.filter import FilterUpdate
@@ -21,16 +21,22 @@ logger = logging.getLogger(__name__)
 def job_tracker(func: Callable[..., Any]) -> Callable[..., Any]:
     @functools.wraps(func)
     def wrapper(
-        database_path: Path, *args: Any, task: Optional[Task] = None, **kwargs: Any
+        database_path: Path,
+        job_type: JobType,
+        *args: Any,
+        task: Optional[Task] = None,
+        **kwargs: Any,
     ) -> None:
         bullish_db = BullishDb(database_path=database_path)
         if task is None:
             raise ValueError("Task must be provided for job tracking.")
+        if bullish_db.read_job_tracker(task.id) is None:
+            bullish_db.write_job_tracker(JobTracker(job_id=str(task.id), type=job_type))
         bullish_db.update_job_tracker_status(
             JobTrackerStatus(job_id=task.id, status="Running")
         )
         try:
-            func(database_path, *args, task=task, **kwargs)
+            func(database_path, job_type, *args, task=task, **kwargs)
             bullish_db.update_job_tracker_status(
                 JobTrackerStatus(job_id=task.id, status="Completed")
             )
@@ -47,6 +53,7 @@ def job_tracker(func: Callable[..., Any]) -> Callable[..., Any]:
 @job_tracker
 def update(
     database_path: Path,
+    job_type: JobType,
     symbols: List[str],
     update_query: FilterUpdate,
     task: Optional[Task] = None,
@@ -69,6 +76,7 @@ def update(
 @job_tracker
 def analysis(
     database_path: Path,
+    job_type: JobType,
     task: Optional[Task] = None,
 ) -> None:
     bullish_db = BullishDb(database_path=database_path)
@@ -79,6 +87,7 @@ def analysis(
 @job_tracker
 def news(
     database_path: Path,
+    job_type: JobType,
     symbols: List[str],
     headless: bool = True,
     task: Optional[Task] = None,

bullish/utils/checks.py

@@ -40,6 +40,8 @@ def get_table_names_from_path(database_path: Path) -> List[str]:
 
 
 def empty_analysis_table(database_path: Path) -> bool:
+    if "analysis" not in get_table_names_from_path(database_path):
+        return True
     with get_sqlite_connection(database_path) as conn:
         cursor = conn.cursor()
 

{bullishpy-0.9.0.dist-info → bullishpy-0.10.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: bullishpy
-Version: 0.9.0
+Version: 0.10.0
 Summary: 
 Author: aan
 Author-email: andoludovic.andriamamonjy@gmail.com
@@ -8,6 +8,7 @@ Requires-Python: >=3.12,<3.13
 Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.12
 Requires-Dist: bearishpy (>=0.20.0,<0.21.0)
+Requires-Dist: click (>=7.0,<=8.1)
 Requires-Dist: huey (>=2.5.3,<3.0.0)
 Requires-Dist: pandas-ta (>=0.3.14b0,<0.4.0)
 Requires-Dist: plotly (>=6.1.2,<7.0.0)

{bullishpy-0.9.0.dist-info → bullishpy-0.10.0.dist-info}/RECORD

@@ -1,13 +1,13 @@
 bullish/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/analysis/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bullish/analysis/analysis.py,sha256=ZqIMdAq1NJYgoQZ52PsV724VsXK8Jtno4alFFd_7_XU,17842
-bullish/analysis/filter.py,sha256=DzhA-cuKzZhIL1kwi61PTz77BBo8B6G_7EI4OVkPrww,17123
-bullish/analysis/functions.py,sha256=yM4d7C_2gwEnV_t1-TWvYOzpeKx36WhupjPZxBSsOYg,12317
-bullish/analysis/indicators.py,sha256=kOvtnrz-9-_fCUUFE842ijwjDbF9X2O-W4YoPkSDisk,18117
-bullish/analysis/predefined_filters.py,sha256=g4vScDC4qiEzKb6gVhvxSFriw1fbi71k1xV3nNS7VS4,4715
+bullish/analysis/analysis.py,sha256=9ugJp2fGuA6xFUlGIJVIHWZ8d8E6TdbQHWjg5zWPIwY,18445
+bullish/analysis/filter.py,sha256=S8TuxoTAUY0U8ARPjNHE0tSSE_ToWkfZazAgnfgswk4,18136
+bullish/analysis/functions.py,sha256=KKz_0C7maQmcGu2tGwZvioxzmh-JcB-YNpPQGjyyheA,13825
+bullish/analysis/indicators.py,sha256=hZgzTq-80XPP6x7dXGhxd-Zzgra-6D-g3pVxUBYOW44,20167
+bullish/analysis/predefined_filters.py,sha256=oEmlMW0jvBtHeOjbc7tmTEN1M8ymhRchLC6jqmULwCw,7524
 bullish/app/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bullish/app/app.py,sha256=Es244AnLce32d-MUYbKXZeEPE8GlfCUO4SQ7aiqooGc,12539
-bullish/cli.py,sha256=C31Pj7XGzdLz2Y3nIPQ7CF1DvyGVU5EyLvzj423QbwQ,1915
+bullish/app/app.py,sha256=LA-NpNkAz1jsaKVJaQnbf7yQ4IjhA575ZagTGJsDuZY,12733
+bullish/cli.py,sha256=uYLZmGDAolZKWzduZ58bP-xul1adg0oKfeUQtZMXTvA,1958
 bullish/database/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/database/alembic/README,sha256=heMzebYwlGhnE8_4CWJ4LS74WoEZjBy-S-mIJRxAEKI,39
 bullish/database/alembic/alembic.ini,sha256=VuwqBJV5ObTyyRNrqv8Xr-TDIRfqPjP9R1mqewYM_xE,3695
@@ -16,12 +16,14 @@ bullish/database/alembic/script.py.mako,sha256=MEqL-2qATlST9TAOeYgscMn1uy6HUS9NF
 bullish/database/alembic/versions/037dbd721317_.py,sha256=U7EA4odH3t9w0-J4FmvBUt8HOuGDMn0rEAu_0vPUYaI,8595
 bullish/database/alembic/versions/08ac1116e055_.py,sha256=zMEiCbraMEAZItT4ibc3evAH7-7mkXpdgnZy4tPVYeg,27263
 bullish/database/alembic/versions/11d35a452b40_.py,sha256=j2PaU1RssLQ20OevGmBC7S9E9ocWiXpBue9SOS4AQoY,11521
+bullish/database/alembic/versions/17e51420e7ad_.py,sha256=xeiVIm1YUZb08opE9rocHZP1__9WQWXsKsXgeFV9cvs,2960
 bullish/database/alembic/versions/49c83f9eb5ac_.py,sha256=kCBItp7KmqpJ03roy5ikQjhefZia1oKgfZwournQDq8,3890
 bullish/database/alembic/versions/4b0a2f40b7d3_.py,sha256=G0K7w7pOPYjPZkXTB8LWhxoxuWBPcPwOfnubTBtdeEY,1827
 bullish/database/alembic/versions/73564b60fe24_.py,sha256=MTlDRDNHj3E9gK7IMeAzv2UxxxYtWiu3gI_9xTLE-wg,1008
+bullish/database/alembic/versions/d663166c531d_.py,sha256=U92l6QXqPniAYrPeu2Bt77ReDbXveLj4aGXtgd806JY,1915
 bullish/database/alembic/versions/ee5baabb35f8_.py,sha256=nBMEY-_C8AsSXVPyaDdUkwrFFo2gxShzJhmrjejDwtc,1632
 bullish/database/alembic/versions/fc191121f522_.py,sha256=0sstF6TpAJ09-Mt-Vek9SdSWksvi4C58a5D92rBtuY8,1894
-bullish/database/crud.py,sha256=2D0uDxJlDv1eJFRmgipiCQxCvlC5ILB2OR4OORlIJf4,5967
+bullish/database/crud.py,sha256=6-Fb1AjGZqsrmwwl2Qay_leqQ9_-RAIjZ8D0efe8nKA,7022
 bullish/database/schemas.py,sha256=bU-DW49NqpBp--1VN486LUdDmLeScrI8TF69afzjoTc,1507
 bullish/database/scripts/create_revision.py,sha256=rggIf-3koPqJNth8FIg89EOfnIM7a9QrvL8X7UJsP0g,628
 bullish/database/scripts/stamp.py,sha256=PWgVUEBumjNUMjTnGw46qmU3p221LeN-KspnW_gFuu4,839
@@ -29,16 +31,16 @@ bullish/database/scripts/upgrade.py,sha256=-Gz7aFNPEt9y9e1kltqXE76-j_8QeNtet_Vlw
 bullish/database/settings.py,sha256=nMudufmF7iC_62_PHrGSMjlqDLN2I0qTbtz9JKZHSko,164
 bullish/exceptions.py,sha256=4z_i-dD-CDz1bkGmZH9DOf1L_awlCPCgdUDPF7dhWAI,106
 bullish/figures/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bullish/figures/figures.py,sha256=W4XJIs5wFtpX75OgoocVcuuA8Hdb_SNN58VW0LYI5oI,3808
+bullish/figures/figures.py,sha256=SWTTiEoVyWMZeIIxg0ERi23v7s4tySB5BLKyPu12jC4,4193
 bullish/interface/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bullish/interface/interface.py,sha256=T3MdJbX2ZF7hiMhnZ00ppXSXbDwyxaqD69a3M4bPswU,2806
+bullish/interface/interface.py,sha256=-3V4M1J2VVn0ugwbaCKzMuBYRHH7eFmz9gij0hUTNUw,3013
 bullish/jobs/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/jobs/app.py,sha256=5MJ5KXUo7JSNAvOPgkpIMasD11VTrjQvGzM7vmCY65E,77
 bullish/jobs/models.py,sha256=ndrGTMP08S57yGLGEG9TQt8Uw2slc4HvbG-TZtEEuN0,744
-bullish/jobs/tasks.py,sha256=gJEB342nCTw2KD3YgDXpQhGGITcXd14GAMiqRRVbZ-A,2757
+bullish/jobs/tasks.py,sha256=V_b0c8_GQC0-KIxaHDlLFhtkclQJOsck0gXaW6OlC_w,3055
 bullish/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bullish/utils/checks.py,sha256=rUyFNkx9F5DuOSxjldXymNHwRxIddN7PYbqPICnz1uM,2101
-bullishpy-0.9.0.dist-info/METADATA,sha256=_8wyV_EDN-HtaPLN38wq7U9r8_1sBi5yFnIimjkny5s,709
-bullishpy-0.9.0.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
-bullishpy-0.9.0.dist-info/entry_points.txt,sha256=eaPpmL6vmSBFo0FBtwibCXGqAW4LFJ83whJzT1VjD-0,43
-bullishpy-0.9.0.dist-info/RECORD,,
+bullish/utils/checks.py,sha256=Va10_xDVVnxYkOD2hafvyQ-TFV8FQpOkr4huJ7XgpDM,2188
+bullishpy-0.10.0.dist-info/METADATA,sha256=pAoW7ZWqHdzTZygnklF37z9CW9dxHVfqDNCKIube1fU,745
+bullishpy-0.10.0.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+bullishpy-0.10.0.dist-info/entry_points.txt,sha256=eaPpmL6vmSBFo0FBtwibCXGqAW4LFJ83whJzT1VjD-0,43
+bullishpy-0.10.0.dist-info/RECORD,,